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arxiv: 1006.1171 · v1 · submitted 2010-06-07 · 🧮 math.PR

L^(p) Theory for Super-parabolic Backward Stochastic Partial Differential Equations in the Whole Space

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keywords backwardbspdescasedifferentialequationspartialstochasticsuper-parabolic
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This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An $L^p$-theory is given for the Cauchy problem of BSPDEs, separately for the case of $p\in (1,2]$ and for the case of $p\in (2, \infty)$. A comparison theorem is also addressed.

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